I forgot the precise location, but they are either stored in the data folder of the application, or the app's cache folder in the filesystem (probably was both on iOS 9 – can't speak for newer iOS versions). This is possible to see if you have read access to the filesystem (such as when you are jailbroken)

From what I remember the state should be saved under the user library directory (probably only accessible jailbroken) and, if following the OS X method, should be stored in a parent directory called SavedApplicationState and children directories inside it will be named after their identifiers (e.g., com.apple.Safari).

The preview png should be in there but I'm not totally sure of the name/location.